| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,058.4 |
2,064.1 |
5.7 |
0.3% |
2,114.9 |
| High |
2,069.6 |
2,076.4 |
6.8 |
0.3% |
2,114.9 |
| Low |
2,049.7 |
2,047.1 |
-2.6 |
-0.1% |
2,040.4 |
| Close |
2,063.3 |
2,049.8 |
-13.5 |
-0.7% |
2,063.3 |
| Range |
19.9 |
29.3 |
9.4 |
47.2% |
74.5 |
| ATR |
36.5 |
36.0 |
-0.5 |
-1.4% |
0.0 |
| Volume |
201,888 |
155,235 |
-46,653 |
-23.1% |
1,379,611 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.7 |
2,127.0 |
2,065.9 |
|
| R3 |
2,116.4 |
2,097.7 |
2,057.9 |
|
| R2 |
2,087.1 |
2,087.1 |
2,055.2 |
|
| R1 |
2,068.4 |
2,068.4 |
2,052.5 |
2,063.1 |
| PP |
2,057.8 |
2,057.8 |
2,057.8 |
2,055.1 |
| S1 |
2,039.1 |
2,039.1 |
2,047.1 |
2,033.8 |
| S2 |
2,028.5 |
2,028.5 |
2,044.4 |
|
| S3 |
1,999.2 |
2,009.8 |
2,041.7 |
|
| S4 |
1,969.9 |
1,980.5 |
2,033.7 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,296.4 |
2,254.3 |
2,104.3 |
|
| R3 |
2,221.9 |
2,179.8 |
2,083.8 |
|
| R2 |
2,147.4 |
2,147.4 |
2,077.0 |
|
| R1 |
2,105.3 |
2,105.3 |
2,070.1 |
2,089.1 |
| PP |
2,072.9 |
2,072.9 |
2,072.9 |
2,064.8 |
| S1 |
2,030.8 |
2,030.8 |
2,056.5 |
2,014.6 |
| S2 |
1,998.4 |
1,998.4 |
2,049.6 |
|
| S3 |
1,923.9 |
1,956.3 |
2,042.8 |
|
| S4 |
1,849.4 |
1,881.8 |
2,022.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,109.3 |
2,040.4 |
68.9 |
3.4% |
34.9 |
1.7% |
14% |
False |
False |
230,962 |
| 10 |
2,146.0 |
2,040.4 |
105.6 |
5.2% |
34.8 |
1.7% |
9% |
False |
False |
171,922 |
| 20 |
2,146.0 |
2,007.0 |
139.0 |
6.8% |
33.1 |
1.6% |
31% |
False |
False |
86,331 |
| 40 |
2,146.0 |
1,947.2 |
198.8 |
9.7% |
38.0 |
1.9% |
52% |
False |
False |
43,307 |
| 60 |
2,146.0 |
1,925.7 |
220.3 |
10.7% |
37.9 |
1.9% |
56% |
False |
False |
28,924 |
| 80 |
2,146.0 |
1,825.1 |
320.9 |
15.7% |
35.7 |
1.7% |
70% |
False |
False |
21,697 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.9% |
33.5 |
1.6% |
80% |
False |
False |
17,358 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.9% |
31.8 |
1.6% |
80% |
False |
False |
14,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.9 |
|
2.618 |
2,153.1 |
|
1.618 |
2,123.8 |
|
1.000 |
2,105.7 |
|
0.618 |
2,094.5 |
|
HIGH |
2,076.4 |
|
0.618 |
2,065.2 |
|
0.500 |
2,061.8 |
|
0.382 |
2,058.3 |
|
LOW |
2,047.1 |
|
0.618 |
2,029.0 |
|
1.000 |
2,017.8 |
|
1.618 |
1,999.7 |
|
2.618 |
1,970.4 |
|
4.250 |
1,922.6 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.8 |
2,073.3 |
| PP |
2,057.8 |
2,065.5 |
| S1 |
2,053.8 |
2,057.6 |
|